Trading Metrics calculated at close of trading on 06-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
4,216.00 |
4,166.50 |
-49.50 |
-1.2% |
4,315.00 |
High |
4,220.75 |
4,172.50 |
-48.25 |
-1.1% |
4,320.75 |
Low |
4,145.00 |
4,082.00 |
-63.00 |
-1.5% |
4,201.00 |
Close |
4,161.75 |
4,102.25 |
-59.50 |
-1.4% |
4,214.25 |
Range |
75.75 |
90.50 |
14.75 |
19.5% |
119.75 |
ATR |
56.66 |
59.08 |
2.42 |
4.3% |
0.00 |
Volume |
313,771 |
426,154 |
112,383 |
35.8% |
588,983 |
|
Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,390.50 |
4,336.75 |
4,152.00 |
|
R3 |
4,300.00 |
4,246.25 |
4,127.25 |
|
R2 |
4,209.50 |
4,209.50 |
4,118.75 |
|
R1 |
4,155.75 |
4,155.75 |
4,110.50 |
4,137.50 |
PP |
4,119.00 |
4,119.00 |
4,119.00 |
4,109.75 |
S1 |
4,065.25 |
4,065.25 |
4,094.00 |
4,047.00 |
S2 |
4,028.50 |
4,028.50 |
4,085.75 |
|
S3 |
3,938.00 |
3,974.75 |
4,077.25 |
|
S4 |
3,847.50 |
3,884.25 |
4,052.50 |
|
|
Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,604.50 |
4,529.25 |
4,280.00 |
|
R3 |
4,484.75 |
4,409.50 |
4,247.25 |
|
R2 |
4,365.00 |
4,365.00 |
4,236.25 |
|
R1 |
4,289.75 |
4,289.75 |
4,225.25 |
4,267.50 |
PP |
4,245.25 |
4,245.25 |
4,245.25 |
4,234.25 |
S1 |
4,170.00 |
4,170.00 |
4,203.25 |
4,147.75 |
S2 |
4,125.50 |
4,125.50 |
4,192.25 |
|
S3 |
4,005.75 |
4,050.25 |
4,181.25 |
|
S4 |
3,886.00 |
3,930.50 |
4,148.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,318.00 |
4,082.00 |
236.00 |
5.8% |
71.75 |
1.8% |
9% |
False |
True |
245,296 |
10 |
4,322.00 |
4,082.00 |
240.00 |
5.9% |
50.50 |
1.2% |
8% |
False |
True |
174,943 |
20 |
4,322.00 |
4,080.75 |
241.25 |
5.9% |
66.75 |
1.6% |
9% |
False |
False |
236,187 |
40 |
4,342.25 |
4,080.75 |
261.50 |
6.4% |
50.75 |
1.2% |
8% |
False |
False |
118,608 |
60 |
4,342.25 |
3,687.00 |
655.25 |
16.0% |
56.50 |
1.4% |
63% |
False |
False |
79,184 |
80 |
4,342.25 |
3,687.00 |
655.25 |
16.0% |
55.75 |
1.4% |
63% |
False |
False |
59,418 |
100 |
4,342.25 |
3,687.00 |
655.25 |
16.0% |
47.50 |
1.2% |
63% |
False |
False |
47,536 |
120 |
4,342.25 |
3,687.00 |
655.25 |
16.0% |
42.25 |
1.0% |
63% |
False |
False |
39,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,557.00 |
2.618 |
4,409.50 |
1.618 |
4,319.00 |
1.000 |
4,263.00 |
0.618 |
4,228.50 |
HIGH |
4,172.50 |
0.618 |
4,138.00 |
0.500 |
4,127.25 |
0.382 |
4,116.50 |
LOW |
4,082.00 |
0.618 |
4,026.00 |
1.000 |
3,991.50 |
1.618 |
3,935.50 |
2.618 |
3,845.00 |
4.250 |
3,697.50 |
|
|
Fisher Pivots for day following 06-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
4,127.25 |
4,177.50 |
PP |
4,119.00 |
4,152.25 |
S1 |
4,110.50 |
4,127.25 |
|